thermal: cpu_cooling: small memory leak on error

There was a left over return here so the error handling isn't run.
It leads to a small memory leak and a static checker warning.

	drivers/thermal/cpu_cooling.c:351 __cpufreq_cooling_register()
	info: ignoring unreachable code.

Fixes: f6859014c7e7 ("thermal: cpu_cooling: Store frequencies in descending order")
Acked-by: Viresh Kumar <viresh.kumar@linaro.org>
Signed-off-by: Dan Carpenter <dan.carpenter@oracle.com>
Signed-off-by: Eduardo Valentin <edubezval@gmail.com>